nautilus_model/events/order/
expired.rs

// -------------------------------------------------------------------------------------------------
//  Copyright (C) 2015-2024 Nautech Systems Pty Ltd. All rights reserved.
//  https://nautechsystems.io
//
//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
//  You may not use this file except in compliance with the License.
//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
//
//  Unless required by applicable law or agreed to in writing, software
//  distributed under the License is distributed on an "AS IS" BASIS,
//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
//  See the License for the specific language governing permissions and
//  limitations under the License.
// -------------------------------------------------------------------------------------------------

use std::fmt::{Debug, Display};

use derive_builder::Builder;
use nautilus_core::{nanos::UnixNanos, serialization::from_bool_as_u8, uuid::UUID4};
use serde::{Deserialize, Serialize};
use ustr::Ustr;

use crate::{
    enums::{
        ContingencyType, LiquiditySide, OrderSide, OrderType, TimeInForce, TrailingOffsetType,
        TriggerType,
    },
    events::order::OrderEvent,
    identifiers::{
        AccountId, ClientOrderId, ExecAlgorithmId, InstrumentId, OrderListId, PositionId,
        StrategyId, TradeId, TraderId, VenueOrderId,
    },
    types::{currency::Currency, money::Money, price::Price, quantity::Quantity},
};

#[repr(C)]
#[derive(Clone, Copy, PartialEq, Eq, Default, Serialize, Deserialize, Builder)]
#[builder(default)]
#[serde(tag = "type")]
#[cfg_attr(
    feature = "python",
    pyo3::pyclass(module = "nautilus_trader.core.nautilus_pyo3.model")
)]
pub struct OrderExpired {
    pub trader_id: TraderId,
    pub strategy_id: StrategyId,
    pub instrument_id: InstrumentId,
    pub client_order_id: ClientOrderId,
    pub event_id: UUID4,
    pub ts_event: UnixNanos,
    pub ts_init: UnixNanos,
    #[serde(deserialize_with = "from_bool_as_u8")]
    pub reconciliation: u8, // TODO: Change to bool once Cython removed
    pub venue_order_id: Option<VenueOrderId>,
    pub account_id: Option<AccountId>,
}

impl OrderExpired {
    /// Creates a new [`OrderExpired`] instance.
    #[allow(clippy::too_many_arguments)]
    pub fn new(
        trader_id: TraderId,
        strategy_id: StrategyId,
        instrument_id: InstrumentId,
        client_order_id: ClientOrderId,
        event_id: UUID4,
        ts_event: UnixNanos,
        ts_init: UnixNanos,
        reconciliation: bool,
        venue_order_id: Option<VenueOrderId>,
        account_id: Option<AccountId>,
    ) -> Self {
        Self {
            trader_id,
            strategy_id,
            instrument_id,
            client_order_id,
            event_id,
            ts_event,
            ts_init,
            reconciliation: u8::from(reconciliation),
            venue_order_id,
            account_id,
        }
    }
}

impl Debug for OrderExpired {
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        write!(
            f,
            "{}(trader_id={}, strategy_id={}, instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, event_id={}, ts_event={}, ts_init={})",
            stringify!(OrderExpired),
            self.trader_id,
            self.strategy_id,
            self.instrument_id,
            self.client_order_id,
            self.venue_order_id.map_or_else(|| "None".to_string(), |venue_order_id| format!("{venue_order_id}")),
            self.account_id.map_or_else(|| "None".to_string(), |account_id| format!("{account_id}")),
            self.event_id,
            self.ts_event,
            self.ts_init
        )
    }
}

impl Display for OrderExpired {
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        write!(
            f,
            "{}(instrument_id={}, client_order_id={}, venue_order_id={}, account_id={}, ts_event={})",
            stringify!(OrderExpired),
            self.instrument_id,
            self.client_order_id,
            self.venue_order_id.map_or("None".to_string(), |venue_order_id| format!("{venue_order_id}")),
            self.account_id.map_or("None".to_string(), |account_id| format!("{account_id}")),
            self.ts_event
        )
    }
}

impl OrderEvent for OrderExpired {
    fn id(&self) -> UUID4 {
        self.event_id
    }

    fn kind(&self) -> &str {
        stringify!(OrderExpired)
    }

    fn order_type(&self) -> Option<OrderType> {
        None
    }

    fn order_side(&self) -> Option<OrderSide> {
        None
    }

    fn trader_id(&self) -> TraderId {
        self.trader_id
    }

    fn strategy_id(&self) -> StrategyId {
        self.strategy_id
    }

    fn instrument_id(&self) -> InstrumentId {
        self.instrument_id
    }

    fn trade_id(&self) -> Option<TradeId> {
        None
    }

    fn currency(&self) -> Option<Currency> {
        None
    }

    fn client_order_id(&self) -> ClientOrderId {
        self.client_order_id
    }

    fn reason(&self) -> Option<Ustr> {
        None
    }

    fn quantity(&self) -> Option<Quantity> {
        None
    }

    fn time_in_force(&self) -> Option<TimeInForce> {
        None
    }

    fn liquidity_side(&self) -> Option<LiquiditySide> {
        None
    }

    fn post_only(&self) -> Option<bool> {
        None
    }

    fn reduce_only(&self) -> Option<bool> {
        None
    }

    fn quote_quantity(&self) -> Option<bool> {
        None
    }

    fn reconciliation(&self) -> bool {
        false
    }

    fn price(&self) -> Option<Price> {
        None
    }

    fn last_px(&self) -> Option<Price> {
        None
    }

    fn last_qty(&self) -> Option<Quantity> {
        None
    }

    fn trigger_price(&self) -> Option<Price> {
        None
    }

    fn trigger_type(&self) -> Option<TriggerType> {
        None
    }

    fn limit_offset(&self) -> Option<Price> {
        None
    }

    fn trailing_offset(&self) -> Option<Price> {
        None
    }

    fn trailing_offset_type(&self) -> Option<TrailingOffsetType> {
        None
    }

    fn expire_time(&self) -> Option<UnixNanos> {
        None
    }

    fn display_qty(&self) -> Option<Quantity> {
        None
    }

    fn emulation_trigger(&self) -> Option<TriggerType> {
        None
    }

    fn trigger_instrument_id(&self) -> Option<InstrumentId> {
        None
    }

    fn contingency_type(&self) -> Option<ContingencyType> {
        None
    }

    fn order_list_id(&self) -> Option<OrderListId> {
        None
    }

    fn linked_order_ids(&self) -> Option<Vec<ClientOrderId>> {
        None
    }

    fn parent_order_id(&self) -> Option<ClientOrderId> {
        None
    }

    fn exec_algorithm_id(&self) -> Option<ExecAlgorithmId> {
        None
    }

    fn exec_spawn_id(&self) -> Option<ClientOrderId> {
        None
    }

    fn venue_order_id(&self) -> Option<VenueOrderId> {
        self.venue_order_id
    }

    fn account_id(&self) -> Option<AccountId> {
        self.account_id
    }

    fn position_id(&self) -> Option<PositionId> {
        None
    }

    fn commission(&self) -> Option<Money> {
        None
    }

    fn ts_event(&self) -> UnixNanos {
        self.ts_event
    }

    fn ts_init(&self) -> UnixNanos {
        self.ts_init
    }
}

////////////////////////////////////////////////////////////////////////////////
// Tests
////////////////////////////////////////////////////////////////////////////////
#[cfg(test)]
mod tests {

    use rstest::rstest;

    use crate::events::order::{expired::OrderExpired, stubs::*};

    #[rstest]
    fn test_order_cancel_rejected(order_expired: OrderExpired) {
        let display = format!("{order_expired}");
        assert_eq!(
            display,
            "OrderExpired(instrument_id=BTCUSDT.COINBASE, client_order_id=O-19700101-000000-001-001-1, venue_order_id=001, account_id=SIM-001, ts_event=0)"
        );
    }
}
nautilus_model/events/order/expired.rs

nautilus_model/events/order/
expired.rs
